Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421)
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scientific article; zbMATH DE number 1956158
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| English | Numerical analysis on binomial tree methods for a jump-diffusion model. |
scientific article; zbMATH DE number 1956158 |
Statements
Numerical analysis on binomial tree methods for a jump-diffusion model. (English)
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29 July 2003
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Binomial tree method
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Explicit difference method
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integro-partial differential
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equations
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option pricing
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binomial tree method explicit difference
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0.874944806098938
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0.8493538498878479
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0.8465878367424011
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0.8242339491844177
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